Univariate ARIMA Extrapolation Forecast
timeY[t]F[t]95% LB95% UBp-value
(H0: Y[t] = F[t])
P(F[t]>Y[t-1])P(F[t]>Y[t-s])P(F[t]>Y[96])
8462.31-------
8554.3-------
8657.76-------
8762.14-------
8867.4-------
8967.48-------
9071.32-------
9177.2-------
9270.8-------
9377.13-------
9483.04-------
9592.53-------
9691.45-------
9791.9288.795768.2363120.26730.42290.43440.98420.4344
9894.8290.00163.3935137.6920.42150.46860.90740.4763
99103.2886.697558.0161143.39830.28330.38940.8020.4348
100110.4484.877954.5402149.89130.22050.28950.70090.4215
101123.9482.490451.3715153.60860.12670.22060.66040.4025
102133.0585.760551.2521171.84670.14080.19240.62880.4485
103133.984.207249.0632176.90830.14670.15090.55890.4391
104113.8583.389647.4021183.75570.2760.1620.59710.4375
10599.0683.158446.1319192.42880.38770.2910.54310.4409
10672.8482.051844.6174197.90320.43810.38680.49330.4368
10753.2483.703544.2808214.19720.32360.56480.44730.4537
10841.5884.517943.6588228.1510.2790.66520.46230.4623
10944.8685.580242.8894248.010.31160.70230.46950.4718
11043.2484.081841.3261255.54660.32030.6730.45120.4664
11146.8486.323341.1274284.0910.34780.66530.43330.4797
11250.8587.643540.6534310.00510.37280.64040.42040.4866
11357.9489.66440.4244343.8070.40340.61770.39580.4945
11468.5986.674838.7305341.16430.44460.58760.36050.4853
11564.9287.966238.3685372.66780.4370.55310.37590.4904
11672.588.66937.8604402.01390.45970.5590.43740.4931
11767.6988.861537.2401428.71440.45140.53760.47650.494
11873.1989.881936.8691467.16360.46540.54590.53530.4968
11977.0488.349335.8591477.0390.47730.53050.57030.4938
12074.6787.623435.0981496.82810.47530.52020.58730.4927


Univariate ARIMA Extrapolation Forecast Performance
time% S.E.PEMAPESq.EMSERMSE
970.18080.035209.761100
980.27040.05350.044423.22316.49214.061
990.33370.19130.0933274.9778102.65410.1318
1000.39080.30120.1453653.4192240.345315.5031
1010.43990.50250.21671718.0721535.890623.1493
1020.51210.55140.27252236.2968819.291728.6233
1030.56170.59010.31792469.37451055.017832.481
1040.61410.36530.3238927.83351039.119832.2354
1050.67040.19120.3091252.8617951.757830.8506
1060.7204-0.11230.289484.8578865.067829.412
1070.7954-0.36390.2962928.0238870.79129.5092
1080.8671-0.5080.31381843.6592951.863430.8523
1090.9684-0.47580.32631658.13631006.192131.7205
1101.0404-0.48570.33771668.04951053.467632.4572
1111.1689-0.45740.34571558.93451087.165432.9722
1121.2944-0.41980.35031353.76111103.827633.2239
1131.4461-0.35380.35051006.41291098.097333.1376
1141.498-0.20870.3426327.05951055.261932.4848
1151.6513-0.2620.3384531.12951027.67632.0574
1161.803-0.18240.3306261.4363989.36431.4542
1171.9513-0.23830.3262448.2308963.595831.0418
1182.1416-0.18570.3198278.6207932.460530.5362
1192.2446-0.1280.3115127.9009897.479729.958
1202.3827-0.14780.3046167.7906867.07629.4462